Rights statement: This is an Accepted Manuscript of an article published by Taylor & Francis in Quantitative Finance on 24/04/2019, available online: https://www.tandfonline.com/doi/full/10.1080/14697688.2019.1600713
Accepted author manuscript, 0.98 MB, PDF document
Available under license: CC BY-NC: Creative Commons Attribution-NonCommercial 4.0 International License
Final published version
Research output: Contribution to Journal/Magazine › Journal article › peer-review
<mark>Journal publication date</mark> | 1/10/2019 |
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<mark>Journal</mark> | Quantitative Finance |
Issue number | 10 |
Volume | 19 |
Number of pages | 12 |
Pages (from-to) | 1627-1638 |
Publication Status | Published |
Early online date | 24/04/19 |
<mark>Original language</mark> | English |